Open localisation\countries.csv in notepad and change the lines:
Code:
EGY;Egypt;;Ägypten;;Egipto;;;;;;;x
EG2;Egyptian Rebels;;Ägyptische Rebellen;;Rebeldes egipcios;;;;;;;x
To this:
Code:
EGY;Ptolemaic Empire;;Ägypten;;Egipto;;;;;;;x
EG2;Ptolemaic Rebels;;Ägyptische Rebellen;;Rebeldes egipcios;;;;;;;x
That'll do it. I'd suggest copying and pasting what I have here, because if you screw up the number of ;;;s, it'll screw up the file.
EDIT: Of course feel free to change the other languages. My German is poor, to put it mildly, and my Spanish is non-existant.